Computational Optimization Methods in Statistics, Econometrics and Finance

Graduated in Economics at University of Crete and earned an MS and PhD in Operations Research from Technical University of Crete. My PhD thesis involved agent learning using evolutionary algorithms on game theory settings. I started working in European research projects when I was a postgraduate student, as a member of the “Laboratory of Dynamic Systems and Simulation” of Technical University of Crete. I worked in traffic control EU projects SMARTNETS, EURAMP and COOPERS, developing software to design traffic networks and analyzing traffic data. I was a COMISEF early stage researcher at University of Rome “La Sapienza”, in professor Battaglia's team, from June of 2007 to May 2010, applying optimization algorithms (Genetic Algorithms, Threshold Accepting etc.) on time series problems (outlier detection, multiregime threshold models). 

Publications in Journals and Conferences:

• Protopapas M.K., Kosmatopoulos E.B. (2009): "Determination of Sequential Best Replies in n-player Games by Genetic Algorithms", International Journal of of Applied Mathematics and Computer Sciences, WASET.
• Protopapas M., Kosmatopoulos E. (2008): "Simulation and Use of Heuristics for Peripheral Economic Policy". In Proceedings of the 34th International Conference MACROMODELS 2007, Eds. Welfe &Welfe, ISBN: 978-83-924305-6-8, pp. 101-114.
• Protopapas M.K., Battaglia F., Kosmatopoulos E.B. (2010): Social Learning Algorithms Reaching Nash Equilibrium in Symmetric Cournot Games. In Applications of Evolutionary Computation, Lecture Notes in Computer Science Volume 6024, Eds. C. Di Chio et al., pp. 191-200.
• Mattheos K. Protopapas, Francesco Battaglia, and Elias B. Kosmatopoulos, "Coevolutionary Genetic Algorithms for Establishing Nash Equilibrium in Symmetric Cournot Games", Advances in Decision Sciences, vol. 2010, Article ID 573107, 18 pages, 2010. doi:10.1155/2010/573107
• Battaglia, F. and Protopapas, M. K. (2011), Time-varying multi-regime models fitting by genetic algorithms. Journal of Time Series Analysis, 32: 237–252. doi: 10.1111/j.1467-9892.2010.00695.x
• Battaglia, F. and Protopapas, M. K. (2012), Multi–regime models for nonlinear nonstationary time series. Computational Statistics, 27(2) : 319-341. DOI: 10.1007/s00180-011-0259-z
• Battaglia, F. and Protopapas, M. K. (2012), An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models. Statistical Methods & Applications 21(3):315-334. DOI: 10.1007/s10260-012-0200-9